Negative Binomial Regression
This second edition of Hilbe's Negative Binomial Regression is a substantial enhancement to the popular first edition. The only text devoted entirely to the negative binomial model and its many variations, nearly every model discussed in the literature is addressed. The theoretical and distributional background of each model is discussed, together with examples of their construction, application, interpretation and evaluation. Complete Stata and R codes are provided throughout the text, with additional code (plus SAS), derivations and data provided on the book's website. Written for the practising researcher, the text begins with an examination of risk and rate ratios, and of the estimating algorithms used to model count data. The book then gives an in-depth analysis of Poisson regression and an evaluation of the meaning and nature of overdispersion, followed by a comprehensive analysis of the negative binomial distribution and of its parameterizations into various models for evaluating count data.
- Fully revised to incorporate recent software developments
- Every model currently offered in a commercial statistical software package is discussed in detail
- Data sets and additional code available on a companion website
Reviews & endorsements
"As with all of Joe Hilbe's books this text is thorough and scholarly with an extensive list of references. The text is well-written and for the most part easy to understand."
Michael R. Chernick, Significance
"For any applied statistician who needs negative binomial models in their research and applications, it is usually not easy to find a book to provide both theoretical fundamentals and practical expert insights. This books meets such a need perfectly. Overall, this is a very well-written book. Its statistical rigor and expert insights in negative binomial modeling should be very appealing to readers of Technometrics."
Xianggui Qu, Oakland University for Technometrics
Product details
April 2011Hardback
9780521198158
572 pages
231 × 155 × 36 mm
1.13kg
36 b/w illus. 170 tables
Available
Table of Contents
- Preface
- 1. Introduction
- 2. The concept of risk
- 3. Overview of count response models
- 4. Methods of estimation and assessment
- 5. Assessment of count models
- 6. Poisson regression
- 7. Overdispersion
- 8. Negative binomial regression
- 9. Negative binomial regression: modeling
- 10. Alternative variance parameterizations
- 11. Problems with zero counts
- 12. Censored and truncated count models
- 13. Handling endogeneity and latent class models
- 14. Count panel models
- 15. Bayesian negative binomial models
- Appendix A. Constructing and interpreting interactions
- Appendix B. Data sets and Stata files
- References
- Index.